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WMB vs. ENB
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

WMB vs. ENB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Williams Companies, Inc. (WMB) and Enbridge Inc. (ENB). The values are adjusted to include any dividend payments, if applicable.

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WMB vs. ENB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMB
The Williams Companies, Inc.
21.95%14.91%62.35%11.86%32.83%38.36%-8.20%14.18%-23.88%2.02%
ENB
Enbridge Inc.
14.71%19.51%26.35%-1.13%6.46%30.83%-13.60%36.05%-15.53%-2.73%

Fundamentals

EPS

WMB:

$2.14

ENB:

$8.09

PE Ratio

WMB:

33.97

ENB:

6.69

PEG Ratio

WMB:

1.76

ENB:

0.31

PS Ratio

WMB:

7.45

ENB:

1.21

Total Revenue (TTM)

WMB:

$11.94B

ENB:

$65.19B

Gross Profit (TTM)

WMB:

$6.83B

ENB:

$0.00

EBITDA (TTM)

WMB:

$7.41B

ENB:

$10.66B

Returns By Period

In the year-to-date period, WMB achieves a 21.95% return, which is significantly higher than ENB's 14.71% return. Over the past 10 years, WMB has outperformed ENB with an annualized return of 23.08%, while ENB has yielded a comparatively lower 10.17% annualized return.


WMB

1D
0.43%
1M
-1.90%
YTD
21.95%
6M
16.67%
1Y
25.78%
3Y*
40.30%
5Y*
31.00%
10Y*
23.08%

ENB

1D
-0.35%
1M
1.88%
YTD
14.71%
6M
10.26%
1Y
29.33%
3Y*
19.97%
5Y*
15.26%
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WMB vs. ENB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WMB
WMB Risk / Return Rank: 7474
Overall Rank
WMB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
WMB Sortino Ratio Rank: 6868
Sortino Ratio Rank
WMB Omega Ratio Rank: 6868
Omega Ratio Rank
WMB Calmar Ratio Rank: 8080
Calmar Ratio Rank
WMB Martin Ratio Rank: 7676
Martin Ratio Rank

ENB
ENB Risk / Return Rank: 8686
Overall Rank
ENB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ENB Sortino Ratio Rank: 8484
Sortino Ratio Rank
ENB Omega Ratio Rank: 8383
Omega Ratio Rank
ENB Calmar Ratio Rank: 8787
Calmar Ratio Rank
ENB Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WMB vs. ENB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) and Enbridge Inc. (ENB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


WMBENBDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.73

-0.68

Sortino ratio

Return per unit of downside risk

1.44

2.30

-0.86

Omega ratio

Gain probability vs. loss probability

1.20

1.31

-0.11

Calmar ratio

Return relative to maximum drawdown

2.18

3.08

-0.90

Martin ratio

Return relative to average drawdown

4.69

7.65

-2.95

WMB vs. ENB - Sharpe Ratio Comparison

The current WMB Sharpe Ratio is 1.05, which is lower than the ENB Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of WMB and ENB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WMBENBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.73

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

0.83

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.42

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.52

-0.29

Correlation

The correlation between WMB and ENB is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WMB vs. ENB - Dividend Comparison

WMB's dividend yield for the trailing twelve months is around 2.78%, less than ENB's 5.07% yield.


TTM20252024202320222021202020192018201720162015
WMB
The Williams Companies, Inc.
2.78%3.33%3.51%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%
ENB
Enbridge Inc.
5.07%5.66%6.28%7.31%6.80%6.85%7.55%5.58%6.68%4.71%4.13%4.71%

Drawdowns

WMB vs. ENB - Drawdown Comparison

The maximum WMB drawdown since its inception was -98.03%, which is greater than ENB's maximum drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for WMB and ENB.


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Drawdown Indicators


WMBENBDifference

Max Drawdown

Largest peak-to-trough decline

-98.03%

-46.35%

-51.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-9.37%

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-23.01%

-28.32%

+5.31%

Max Drawdown (10Y)

Largest decline over 10 years

-68.08%

-44.07%

-24.01%

Current Drawdown

Current decline from peak

-3.88%

-0.81%

-3.07%

Average Drawdown

Average peak-to-trough decline

-27.17%

-10.88%

-16.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

3.78%

+1.97%

Volatility

WMB vs. ENB - Volatility Comparison

The Williams Companies, Inc. (WMB) has a higher volatility of 5.10% compared to Enbridge Inc. (ENB) at 3.51%. This indicates that WMB's price experiences larger fluctuations and is considered to be riskier than ENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMBENBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

3.51%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

16.36%

11.69%

+4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

24.70%

17.09%

+7.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.40%

18.49%

+4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.62%

24.41%

+7.21%

Financials

WMB vs. ENB - Financials Comparison

This section allows you to compare key financial metrics between The Williams Companies, Inc. and Enbridge Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.20B
17.18B
(WMB) Total Revenue
(ENB) Total Revenue
Values in USD except per share items